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Related Pages for ADANIGREEN
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ADANIGREEN
Adani Green Energy Ltd
1149 0.95 (0.08%)

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Historical option data for ADANIGREEN

11 Dec 2024 04:14 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
ADANIGREEN 26DEC2024 1100 CE
Delta: 0.69
Vega: 0.83
Theta: -1.70
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
11 Dec 1148.05 80.8 -22.05 54.59 369 80 186
10 Dec 1176.65 102.85 -34.65 56.79 93 29 106
9 Dec 1216.95 137.5 -2.75 54.62 27 5 78
6 Dec 1210.65 140.25 -21.15 62.69 11 8 73
5 Dec 1229.60 161.4 -33.60 67.31 32 14 67
4 Dec 1260.85 195 -40.00 73.89 20 0 51
3 Dec 1312.80 235 -21.70 69.80 14 -1 50
2 Dec 1327.95 256.7 11.50 77.86 27 -1 53
29 Nov 1323.90 245.2 72.74 309 54 54

For Adani Green Energy Ltd - strike price 1100 expiring on 26DEC2024

Delta for 1100 CE is 0.69

Historical price for 1100 CE is as follows

On 11 Dec ADANIGREEN was trading at 1148.05. The strike last trading price was 80.8, which was -22.05 lower than the previous day. The implied volatity was 54.59, the open interest changed by 80 which increased total open position to 186


On 10 Dec ADANIGREEN was trading at 1176.65. The strike last trading price was 102.85, which was -34.65 lower than the previous day. The implied volatity was 56.79, the open interest changed by 29 which increased total open position to 106


On 9 Dec ADANIGREEN was trading at 1216.95. The strike last trading price was 137.5, which was -2.75 lower than the previous day. The implied volatity was 54.62, the open interest changed by 5 which increased total open position to 78


On 6 Dec ADANIGREEN was trading at 1210.65. The strike last trading price was 140.25, which was -21.15 lower than the previous day. The implied volatity was 62.69, the open interest changed by 8 which increased total open position to 73


On 5 Dec ADANIGREEN was trading at 1229.60. The strike last trading price was 161.4, which was -33.60 lower than the previous day. The implied volatity was 67.31, the open interest changed by 14 which increased total open position to 67


On 4 Dec ADANIGREEN was trading at 1260.85. The strike last trading price was 195, which was -40.00 lower than the previous day. The implied volatity was 73.89, the open interest changed by 0 which decreased total open position to 51


On 3 Dec ADANIGREEN was trading at 1312.80. The strike last trading price was 235, which was -21.70 lower than the previous day. The implied volatity was 69.80, the open interest changed by -1 which decreased total open position to 50


On 2 Dec ADANIGREEN was trading at 1327.95. The strike last trading price was 256.7, which was 11.50 higher than the previous day. The implied volatity was 77.86, the open interest changed by -1 which decreased total open position to 53


On 29 Nov ADANIGREEN was trading at 1323.90. The strike last trading price was 245.2, which was lower than the previous day. The implied volatity was 72.74, the open interest changed by 54 which increased total open position to 54


ADANIGREEN 26DEC2024 1100 PE
Delta: -0.33
Vega: 0.84
Theta: -1.66
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
11 Dec 1148.05 34.25 0.25 62.92 1,682 100 1,283
10 Dec 1176.65 34 8.70 70.14 2,043 87 1,181
9 Dec 1216.95 25.3 -9.45 71.11 1,324 45 1,094
6 Dec 1210.65 34.75 6.45 74.08 1,499 69 1,053
5 Dec 1229.60 28.3 5.15 70.46 1,152 55 986
4 Dec 1260.85 23.15 3.55 70.57 1,868 -145 935
3 Dec 1312.80 19.6 -5.40 74.68 1,518 60 1,073
2 Dec 1327.95 25 -1.00 83.23 3,137 269 1,012
29 Nov 1323.90 26 77.37 4,873 743 743

For Adani Green Energy Ltd - strike price 1100 expiring on 26DEC2024

Delta for 1100 PE is -0.33

Historical price for 1100 PE is as follows

On 11 Dec ADANIGREEN was trading at 1148.05. The strike last trading price was 34.25, which was 0.25 higher than the previous day. The implied volatity was 62.92, the open interest changed by 100 which increased total open position to 1283


On 10 Dec ADANIGREEN was trading at 1176.65. The strike last trading price was 34, which was 8.70 higher than the previous day. The implied volatity was 70.14, the open interest changed by 87 which increased total open position to 1181


On 9 Dec ADANIGREEN was trading at 1216.95. The strike last trading price was 25.3, which was -9.45 lower than the previous day. The implied volatity was 71.11, the open interest changed by 45 which increased total open position to 1094


On 6 Dec ADANIGREEN was trading at 1210.65. The strike last trading price was 34.75, which was 6.45 higher than the previous day. The implied volatity was 74.08, the open interest changed by 69 which increased total open position to 1053


On 5 Dec ADANIGREEN was trading at 1229.60. The strike last trading price was 28.3, which was 5.15 higher than the previous day. The implied volatity was 70.46, the open interest changed by 55 which increased total open position to 986


On 4 Dec ADANIGREEN was trading at 1260.85. The strike last trading price was 23.15, which was 3.55 higher than the previous day. The implied volatity was 70.57, the open interest changed by -145 which decreased total open position to 935


On 3 Dec ADANIGREEN was trading at 1312.80. The strike last trading price was 19.6, which was -5.40 lower than the previous day. The implied volatity was 74.68, the open interest changed by 60 which increased total open position to 1073


On 2 Dec ADANIGREEN was trading at 1327.95. The strike last trading price was 25, which was -1.00 lower than the previous day. The implied volatity was 83.23, the open interest changed by 269 which increased total open position to 1012


On 29 Nov ADANIGREEN was trading at 1323.90. The strike last trading price was 26, which was lower than the previous day. The implied volatity was 77.37, the open interest changed by 743 which increased total open position to 743